I just installed the latest version of Visual C++ from Microsoft on a windows XP system. I have used this program before, but this time, on my new install, when I try to compile, I'm getting an error, "c:\documents and settings\user\desktop\r\listdbl.cpp(1) : fatal error C1083: Cannot open include file: 'listdbl.h': No such file or directory"

What I'm trying to do:
I have a project I'm working on that has a header file "listdbl.h" and two source files that call it, "listdbl.cpp" and a driver. All files are in the same directory:
"c:\documents and settings\user\desktop\r". To start, I opened a new project and added these files. When I tried to compile "listdbl.cpp" I got that error.

What I have tried:
I have tried following the help file on "additional include directories" thinking that this is my problem (and it still may be). For the line to include a file the help says:

"The following command looks for the include files requested by MAIN.c in the following order: first in the directory containing MAIN.c, then in the \INCLUDE directory, then in the \MY\INCLUDE directory, and finally in the directories assigned to the INCLUDE environment variable.